ARSModel Class

Represents an autoregressive model from a series.

Inheritance Hierarchy

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601

Syntax

public sealed class ARSModel : ARModel<Series>

The ARSModel type exposes the following members.

Constructors

	Name	Description
	ARSModel	Initializes an autoregressive model from a series and a number of degrees.

Properties

	Name	Description
	Coefficients	Inferred coefficients of the autoregressive model. (Inherited from ARModelT)
	Correlations	Gets the correlations. (Inherited from ARModelT)
	Degrees	The order of the autoregressive model, i.e. the number of degrees. (Inherited from ARModelT)
	Matrix	The correlation matrix of the autoregressive model. (Inherited from ARModelT)
	Original	Gets the data source. (Inherited from ARModelT)
	Prediction	Predicted samples. (Inherited from ARModelT)
	R2	Explained variance versus total variance. (Inherited from ARModelT)
	ResidualSumSquares	Gets the residual sum of squares. (Inherited from ARModelT)
	TotalSumSquares	Gets the total sum of squares. (Inherited from ARModelT)

Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object)
	GetHashCode	Serves as the default hash function. (Inherited from Object)
	GetType	Gets the Type of the current instance. (Inherited from Object)
	ToString	Gets the string representation of the autoregressive model. (Inherited from ARModelT)
	ToString(String, IFormatProvider)	Gets the string representation of the autoregressive model. (Inherited from ARModelT)